Itunes/iphone help!!!!!!!'?

I downloaded all the snl celebrity jeopradys and they were all in .mp4 format when i uploaded them to itunes i wantes to put them on my iphone 3gs running on 3.0.1 firmware but a message box popped up that said " celebrity jeopardy... Etc was not copied to the iphone because it can not be played on this iphone, i really wanna put those on my iphone so what do i do?????